Cygwin is a collection of tools to provide the linux feel in Windows. To install Cygwin, download setup.exe from the Cygwin webpage and store it in a folder like c:/cygwin. Run setup.exe and follow the default prompts. After the installation is finished, double click on c:/cygwin/cygwin.bat to launch a Bash shell in a Cygwin terminal.
Cygwin setup.exe (download)